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utillity adjusted return - Schweser

Utility adjusted return = Up = Rp – 0.005(A)(

UPORTFOLIO A = 6.7% - 0.005 *(6)* (8%)^2 = 4.78%
in that case, you ignor the % sign, right? It is very confusing - and mathmatically incorrect.

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yes for standard deviation ( 8 in this case), you ignore the % sign

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